% data file for correlation bounds
m = 10; % number of linear functions with known variance
n = 5; % length of the random vector Z
A = ...
[
    -1.4401 , -0.2568 , -0.4253 ,  0.3839 , -0.3007 ,  0.3794 ,  1.7744 ,  0.3712 ,  0.3996 ,  1.2323 ;
    -0.1747 , -0.8338 ,  2.7900 ,  0.3703 ,  0.8218 ,  0.0185 , -0.7323 ,  1.0773 ,  0.9564 , -0.7745 ;
    -0.5972 , -0.1770 ,  1.2684 ,  1.0716 ,  1.5609 , -0.9204 , -1.5823 ,  0.5888 ,  0.9646 , -0.6642 ;
    -1.0254 ,  0.2775 ,  0.6665 , -0.2695 , -0.8905 , -1.3962 , -0.4194 ,  1.5121 , -0.5088 , -2.0358 ;
    -1.5929 , -0.3059 ,  0.9112 , -0.5246 ,  0.2679 ,  0.0038 ,  0.7488 ,  0.8160 , -1.3199 ,  0.6035
];
sigma = ...
[
     4.6542 ;
     1.2522 ;
     4.5739 ;
     1.4898 ;
     0.9448 ;
     1.5184 ;
     1.9903 ;
     3.8886 ;
     1.5138 ;
     2.4334
];

